Ideally cash, travelers checks, credit and ATM cards.
Hong Kong's pharmacies are well-stocked, but if you require prescription medication or prefer specific brands, bring it along with you.
It gets chilly in winter , rainy in summer, and warm the rest of the time. Pack accordingly. Also while Hong Kong is a fashion capital, women here dress more conservatively than in most western countries.
Take a converter or adapter for your shaver or blow drier. Hong Kong uses 220v outlets, ususally with 3 rectangular prongs. Older ones are different, with three ciruclar ones.